Markets and Commodity figures

31 October 2017

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 708 39.36 bn Rbn 39.30 827 82.97 bn Rbn 79.24
Week to Date 3 881 79.63 bn Rbn 80.42 1 129 129.95 bn Rbn 124.46
Month to Date 32 772 893.72 bn Rbn 916.25 8 190 1 019.90 bn Rbn 985.19
Year to Date 244 493 6 462.30 bn Rbn 6 774.47 66 789 8 194.53 bn Rbn 7 987.35

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover

Party Deals Nominal Consideration Deals Nominal Consideration
Buy 132 5.99 bn Rbn 5.90 39 4.33 bn Rbn 3.93
Current Day Sell 101 6.53 bn Rbn 6.32 31 2.66 bn Rbn 2.46
Net 31 -0.53 bn Rbn -0.42 8 1.67 bn Rbn 1.47
Buy 390 10.70 bn Rbn 10.47 70 7.47 bn Rbn 6.80
Week to Date Sell 353 15.78 bn Rbn 15.40 53 8.70 bn Rbn 9.01
Net 37 -5.09 bn Rbn -4.94 17 -1.23 bn Rbn -2.22
Buy 2 489 106.82 bn Rbn 109.05 632 56.23 bn Rbn 51.74
Month to Date Sell 2 165 115.86 bn Rbn 117.61 425 125.42 bn Rbn 134.42
Net 324 -9.03 bn Rbn -8.56 207 -69.20 bn Rbn -82.68
Buy 19 904 867.26 bn Rbn 896.39 4 900 429.94 bn Rbn 406.34
Year to Date Sell 16 295 806.43 bn Rbn 837.45 2 432 513.54 bn Rbn 530.22
Net 3 609 60.83 bn Rbn 58.93 2 468 -83.59 bn Rbn -123.88

Index Levels

Code Index Yield Index Previous Return MTD Return YTD

ALBI20 9.233%
All Bond Index Top 561.958
20 Composite 562.243 -2.30% 5.34%
GOVI 9.148%Split - 560.339
ALBI20 Issuer Class GOVI 560.677 -2.35% 5.44%
OTHI 9.459%
ALBI20 Issuer Class Split - 572.029
OTHI 572.174 -2.17% 5.06%
CILI15 2.609%
Composite Inflation 248.614
Linked Index Top 15 248.267 -0.60% 1.20%
ICOR 3.576%
CILI15 Issuer Class 266.399
Split - ICOR 266.641 -0.05% 7.15%
IGOV 2.566%
CILI15 Issuer Class 247.685
Split - IGOV 247.306 -0.63% 0.95%
ISOE 3.187%
CILI15 Issuer Class 246.775
Split - ISOE 247.016 -0.13% 4.52%
MMI JSE Money Market Index
0 229.048 228.997 0.59% 6.49%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High

R159 REPUBLIC OF SOUTH
Dec 2018
AFRICA 7.355% 7.320% 6.82% 7.97%
R203 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.795% 7.740% 7.03% 8.15%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 8.045% 7.995% 7.25% 8.31%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 9.425% 9.375% 8.71% 9.55%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.645% 9.595% 9.13% 10.27%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 8.395% 8.345% 7.68% 8.65%
ES23 ESKOM HOLDINGSAprLIMITED
2026 10.265% 10.245% 9.30% 10.44%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
9.095% AFRICA 9.075% 8.31% 9.27%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.605% 9.590% 8.70% 9.79%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.695% 9.680% 8.74% 9.88%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.805% 9.795% 8.84% 10.00%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 11.105% 11.100% 10.05% 11.30%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.950% 9.945% 9.04% 10.15%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.900% 9.895% 9.03% 10.10%
ES33 ESKOM HOLDINGSJanLIMITED
2037 10.020% 10.015% 9.12% 10.22%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 10.115% 10.115% 9.14% 10.31%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 10.025% 10.025% 9.10% 10.23%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 11.325% 11.325% 10.18% 11.53%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 10.130% 10.130% 9.17% 10.33%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 10.080% 10.080% 9.16% 10.28%

Other Rates

Code Description Rate Previous YTD Low YTD High

SAFEX SAFEX Overnight Deposit Rate6.560% 6.560% 6.50% 6.83%
JIBAR1 JIBAR 1 Month 6.842% 6.842% 6.79% 7.12%
JIBAR3 JIBAR 3 Month 7.050% 7.050% 6.98% 7.38%
JIBAR6 JIBAR 6 Month 7.575% 7.583% 7.32% 8.00%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
2.50%
bond 0 0 0
RSA 10 year inflation linked retail
2.50%
bond 0 0 0
 Nominal Bond Curves (NACS)
9.60
9.10
8.60
8.10
7.60
7.10 Zero
6.60 Par/Swap
6.10
5.60
5.10
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Par/Swap